Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
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Cites work
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A scenario decomposition algorithm for 0-1 stochastic programs
- An integer programming approach for linear programs with probabilistic constraints
- Chance-Constrained Binary Packing Problems
- Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Covering linear programming with violations
- Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
- Dual decomposition in stochastic integer programming
- Duality gaps in nonconvex stochastic optimization
- Expectation and chance-constrained models and algorithms for insuring critical paths
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 1052006 (Why is no real title available?)
- scientific article; zbMATH DE number 3340881 (Why is no real title available?)
- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
- Least squares quantization in PCM
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- NP-hardness of Euclidean sum-of-squares clustering
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- On mixing sets arising in chance-constrained programming
- Optimization-Driven Scenario Grouping
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Paths, Trees, and Flowers
- Risk-averse two-stage stochastic linear programming: modeling and decomposition
- Sample average approximation method for chance constrained programming: Theory and applications
- Scalable heuristics for a class of chance-constrained stochastic programs
- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
Cited in
(7)- Lagrange dual bound computation for stochastic service network design
- Optimization-Driven Scenario Grouping
- Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Rescue network design considering uncertainty and deprivation cost in urban waterlogging disaster relief
- Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs
- Capacity planning to cope with demand surges in fourth-party logistics networks under chance-constrained service levels
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